Applications of Quantile Regression Under Asymmetric Laplace Distribution and Copula Based Returns and Risk Measures to Financial Econometrics
The research work presented in this dissertation provides some novel contributions to financial econometrics. Essentially, we investigated two main important issues in financial econometrics, namely portfolio optimization in high dimension of stock returns, and evaluation of portfolio returns in sev...
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| Format: | Theses and Dissertations |
| Language: | English |
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เชียงใหม่ : บัณฑิตวิทยาลัย มหาวิทยาลัยเชียงใหม่
2020
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| Online Access: | http://cmuir.cmu.ac.th/jspui/handle/6653943832/69212 |
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| Institution: | Chiang Mai University |
| Language: | English |
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